Familiarity with the standard linear regression model and a thorough understanding of the principles of maximum likelihood are essential in courses in econometric theory. This book offers both and much more. It’s suitable as an introduction to econometrics for Bachelor’s, Master’s and PhD students. New in this edition is online access to 39 online video lectures by the author.

This book is also available as an e-book via this link.

Jan R. Magnus (1948) studied econometrics and philosophy at the University of Amsterdam. He worked at the universities of Amsterdam and Leiden, the London School of Economics and Tilburg University before moving to VU Amsterdam as Extraordinary Professor.